Covariance risk, mispricing, and the cross section of security returns
By: Kent D. Daniel, David Hirshleifer, Avanidhar Subrahmanyam.
Contributors: Hirshleifer, David, 1958-; Subrahmanyam, Avanidhar.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7615; Working paper series (National Bureau of Economic Research) -- working paper no. 7615.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 45
Subjects: Securities -- Prices -- Econometric models.; Arbitrage -- Econometric models.; Stockbrokers -- Attitudes -- Econometric models.; Insider trading in securities -- Econometric models.; Rate of return -- Econometric models.; Risk -- Econometric models.; Securities -- Prices -- Forecasting.; Rate of return -- Forecasting.; Analysis of covariance.
Notes: "March 2000."

JEL no. G1.

Includes bibliographical references (p. 42-45).

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Electronic version available via the Internet at the NBER world wide web site (www.nber.org).